| Title:
|
Elements of stochastic analysis (English) |
| Author:
|
Mandl, Petr |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
14 |
| Issue:
|
7 |
| Year:
|
1978 |
| Pages:
|
(1),3-54 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60-01 |
| MSC:
|
60H05 |
| MSC:
|
60H10 |
| idZBL:
|
Zbl 0382.60002 |
| idMR:
|
MR0506651 |
| . |
| Date available:
|
2009-09-24T17:05:08Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125509 |
| . |
| Reference:
|
[1] М. Арато А. Н. Колмогоров Я. Г. Синай: Об оценке параметров комплексного стационарного гаусовского-марковского процесса.Доклады АН СССР 146 (1962), 430-435. Zbl 1226.30001 |
| Reference:
|
[2] K. J. Åström: Introduction to Stochastic Control Theory.Academic Press, New York-London 1970. MR 0270799 |
| Reference:
|
[3] J. M. C. Clark: The representation of functionals of Brownian motion by stochastic integrals.Annals of Math. Stat. 41 (1970), 1282-1295. Zbl 0213.19402, MR 0270448 |
| Reference:
|
[4] J. L. Doob: Stochastic Processes.J. Wiley, New York-London 1953. Zbl 0053.26802, MR 0058896 |
| Reference:
|
[5] И. И. Гихман А. В. Скороход: Теория случайных процессов, том III.Наука, Москва 1975. Zbl 1195.33214 |
| Reference:
|
[6] П. Ш. Липцер А. Н. Ширяев: Статистика случайных процессов.Наука, Москва 1974. Zbl 1235.49003 |
| Reference:
|
[7] P. Mandl: Stochastic Integrals and their Applications.(In Czech.) Instю of Information Theory and Automation, Czechosl. Acad. Sc., Prague 1976. |
| Reference:
|
[8] H. P. Mc Kean, Jr.: Stochastic Integrals.Academic Press, New York -London 1969. MR 0247684 |
| Reference:
|
[9] P. A. P. Moran: An Introduction to Probability Theory.Clarendon Press, Oxford 1968. Zbl 0169.48602, MR 0247636 |
| Reference:
|
[10] M. Rosenblatt: Random Processes.Springer-Verlag, New York-Heidelberg-Berlin 1974. Zbl 0287.60031, MR 0346883 |
| . |
